Fix ohlcv data sources tests

coding-kitties · Mar 22, 2024 · c6defde · c6defde
1 parent f1b70a3
commit c6defde
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Showing 11 changed files with 1,010 additions and 32 deletions.
diff --git a/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py b/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py
@@ -151,6 +151,7 @@ def get_data(self, index_datetime=None, **kwargs):
         if index_datetime is None:
             index_datetime = datetime.utcnow()
 
+        index_datetime = pd.to_datetime(index_datetime, utc=True)
         df = pd.read_csv(self._csv_file_path)
 
         # Convert the 'Datetime' column to datetime type if
@@ -161,6 +162,10 @@ def get_data(self, index_datetime=None, **kwargs):
 
         # Filter rows based on the start and end dates
         filtered_df = df[(df['Datetime'] <= index_datetime)]
+
+        if len(filtered_df) == 0:
+            return None
+
         last_row = filtered_df.iloc[-1]
         return {
             "symbol": self.symbol,

diff --git a/investing_algorithm_framework/services/order_service/order_service.py b/investing_algorithm_framework/services/order_service/order_service.py
@@ -1,5 +1,6 @@
 import logging
 from datetime import datetime
+from dateutil.tz import tzutc
 from queue import PriorityQueue
 
 from investing_algorithm_framework.domain import OrderType, OrderSide, \
@@ -139,7 +140,7 @@ def update(self, object_id, data):
         if "updated_at" in data:
             created_at = data["updated_at"]
         else:
-            created_at = datetime.now()
+            created_at = datetime.now(tz=tzutc())
 
         self.create_snapshot(portfolio.id, created_at=created_at)
         return new_order
@@ -187,15 +188,15 @@ def execute_order(self, order_id, portfolio):
 
             data = external_order.to_dict()
             data["status"] = OrderStatus.OPEN.value
-            data["updated_at"] = datetime.now()
+            data["updated_at"] = datetime.now(tz=tzutc())
             return self.update(order_id, data)
         except Exception as e:
             logger.error("Error executing order: {}".format(e))
             return self.update(
                 order_id,
                 {
                     "status": OrderStatus.REJECTED.value,
-                    "updated_at": datetime.now()
+                    "updated_at": datetime.now(tz=tzutc())
                 }
             )
 
@@ -744,7 +745,7 @@ def _close_trades(self, amount_to_close, sell_order):
     def create_snapshot(self, portfolio_id, created_at=None):
 
         if created_at is None:
-            created_at = datetime.utcnow()
+            created_at = datetime.now(tz=tzutc())
 
         portfolio = self.portfolio_repository.get(portfolio_id)
         pending_orders = self.get_all(

diff --git a/tests/app/algorithm/test_close_position.py b/tests/app/algorithm/test_close_position.py
@@ -40,7 +40,7 @@ def setUp(self) -> None:
             csv_file_path=os.path.join(
                 self.resource_dir,
                 "market_data_sources",
-                "TICKER_BTC-EUR_BITVAVO_2021-06-02:00:00_2021-06-26:00:00.csv"
+                "TICKER_BTC-EUR_BINANCE_2023-08-23:22:00_2023-12-02:00:00.csv"
             )
         ))
         self.app.add_algorithm(Algorithm())

diff --git a/tests/app/algorithm/test_close_trade.py b/tests/app/algorithm/test_close_trade.py
@@ -40,7 +40,7 @@ def setUp(self) -> None:
             csv_file_path=os.path.join(
                 self.resource_dir,
                 "market_data_sources",
-                "TICKER_BTC-EUR_BITVAVO_2021-06-02:00:00_2021-06-26:00:00.csv"
+                "TICKER_BTC-EUR_BINANCE_2023-08-23:22:00_2023-12-02:00:00.csv"
             )
         ))
         self.app.add_algorithm(Algorithm())

diff --git a/tests/app/algorithm/test_get_closed_trades.py b/tests/app/algorithm/test_get_closed_trades.py
@@ -38,7 +38,7 @@ def setUp(self) -> None:
             csv_file_path=os.path.join(
                 self.resource_dir,
                 "market_data_sources",
-                "TICKER_BTC-EUR_BITVAVO_2021-06-02:00:00_2021-06-26:00:00.csv"
+                "TICKER_BTC-EUR_BINANCE_2023-08-23:22:00_2023-12-02:00:00.csv"
             )
         ))
         self.app.add_market_credential(

diff --git a/tests/app/algorithm/test_get_open_trades.py b/tests/app/algorithm/test_get_open_trades.py
@@ -39,7 +39,7 @@ def setUp(self) -> None:
             csv_file_path=os.path.join(
                 self.resource_dir,
                 "market_data_sources",
-                "TICKER_BTC-EUR_BITVAVO_2021-06-02:00:00_2021-06-26:00:00.csv"
+                "TICKER_BTC-EUR_BINANCE_2023-08-23:22:00_2023-12-02:00:00.csv"
             )
         ))
         self.app.add_market_credential(

diff --git a/tests/app/algorithm/test_get_trades.py b/tests/app/algorithm/test_get_trades.py
@@ -39,7 +39,7 @@ def setUp(self) -> None:
             csv_file_path=os.path.join(
                 self.resource_dir,
                 "market_data_sources",
-                "TICKER_BTC-EUR_BITVAVO_2021-06-02:00:00_2021-06-26:00:00.csv"
+                "TICKER_BTC-EUR_BINANCE_2023-08-23:22:00_2023-12-02:00:00.csv"
             )
         ))
         self.app.add_algorithm(Algorithm())

diff --git a/tests/domain/models/test_trade.py b/tests/domain/models/test_trade.py
@@ -1,5 +1,6 @@
 from datetime import datetime, timedelta
 from unittest import TestCase
+from dateutil.tz import tzutc
 import pandas as pd
 import os
 
@@ -29,7 +30,7 @@ def test_trade(self):
         self.assertEqual(trade.opened_at, trade_opened_at)
 
     def test_stop_loss_manual(self):
-        current_datetime = datetime(2021, 6, 20, 00, 00, 0)
+        current_datetime = datetime(2023, 8, 26, 00, 00, 0, tzinfo=tzutc())
         resource_dir = os.path.abspath(
             os.path.join(
                 os.path.join(
@@ -54,18 +55,19 @@ def test_stop_loss_manual(self):
             end_date=current_datetime,
             csv_file_path=f"{resource_dir}/"
                           "market_data_sources/"
-                          "OHLCV_BTC-EUR_15m_2021-05-17:00:00_2021-06-26:00:00.csv"
+                          "OHLCV_BTC-EUR_BINANCE_2h_2023-08-07:07"
+                          ":59_2023-12-02:00:00.csv"
         )
         csv_ticker_market_data_source = CSVTickerMarketDataSource(
             identifier="BTC",
             market="BITVAVO",
             symbol="BTC/EUR",
             csv_file_path=f"{resource_dir}"
                           "/market_data_sources/"
-                          "TICKER_BTC-EUR_BITVAVO_2021-06-02:00"
-                          ":00_2021-06-26:00:00.csv"
+                          "TICKER_BTC-EUR_BINANCE_2023-08"
+                          "-23:22:00_2023-12-02:00:00.csv"
         )
-        trade_opened_at = datetime(2021, 6, 17, 12, 0, 0)
+        trade_opened_at = datetime(2023, 8, 17, 12, 0, 0, tzinfo=tzutc())
         open_price = 32589
         trade = Trade(
             buy_order_id=1,